ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
705.5 |
707.7 |
2.2 |
0.3% |
703.2 |
| High |
710.2 |
708.7 |
-1.5 |
-0.2% |
709.5 |
| Low |
698.3 |
693.7 |
-4.6 |
-0.7% |
687.9 |
| Close |
705.3 |
703.5 |
-1.8 |
-0.3% |
702.1 |
| Range |
11.9 |
15.0 |
3.1 |
26.1% |
21.6 |
| ATR |
14.3 |
14.3 |
0.1 |
0.4% |
0.0 |
| Volume |
108,713 |
140,278 |
31,565 |
29.0% |
674,483 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747.0 |
740.3 |
711.8 |
|
| R3 |
732.0 |
725.3 |
707.5 |
|
| R2 |
717.0 |
717.0 |
706.3 |
|
| R1 |
710.3 |
710.3 |
705.0 |
706.0 |
| PP |
702.0 |
702.0 |
702.0 |
700.0 |
| S1 |
695.3 |
695.3 |
702.0 |
691.0 |
| S2 |
687.0 |
687.0 |
700.8 |
|
| S3 |
672.0 |
680.3 |
699.5 |
|
| S4 |
657.0 |
665.3 |
695.3 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764.8 |
755.0 |
714.0 |
|
| R3 |
743.0 |
733.3 |
708.0 |
|
| R2 |
721.5 |
721.5 |
706.0 |
|
| R1 |
711.8 |
711.8 |
704.0 |
705.8 |
| PP |
699.8 |
699.8 |
699.8 |
696.8 |
| S1 |
690.3 |
690.3 |
700.0 |
684.3 |
| S2 |
678.3 |
678.3 |
698.3 |
|
| S3 |
656.8 |
668.5 |
696.3 |
|
| S4 |
635.0 |
647.0 |
690.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
716.1 |
688.1 |
28.0 |
4.0% |
14.0 |
2.0% |
55% |
False |
False |
124,279 |
| 10 |
716.1 |
687.9 |
28.2 |
4.0% |
14.3 |
2.0% |
55% |
False |
False |
134,415 |
| 20 |
716.1 |
663.0 |
53.1 |
7.5% |
14.5 |
2.1% |
76% |
False |
False |
132,048 |
| 40 |
716.1 |
619.1 |
97.0 |
13.8% |
13.8 |
2.0% |
87% |
False |
False |
124,122 |
| 60 |
716.1 |
585.3 |
130.8 |
18.6% |
14.3 |
2.0% |
90% |
False |
False |
82,861 |
| 80 |
716.1 |
585.3 |
130.8 |
18.6% |
14.3 |
2.0% |
90% |
False |
False |
62,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772.5 |
|
2.618 |
748.0 |
|
1.618 |
733.0 |
|
1.000 |
723.8 |
|
0.618 |
718.0 |
|
HIGH |
708.8 |
|
0.618 |
703.0 |
|
0.500 |
701.3 |
|
0.382 |
699.5 |
|
LOW |
693.8 |
|
0.618 |
684.5 |
|
1.000 |
678.8 |
|
1.618 |
669.5 |
|
2.618 |
654.5 |
|
4.250 |
630.0 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
702.8 |
705.0 |
| PP |
702.0 |
704.5 |
| S1 |
701.3 |
704.0 |
|